+36.1%
FSLY vs UPRO
+19.6%
+16.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.4% |
| 7D | -22.9% | -2.9% | -20.0% | -19.3% |
| 30D | -44.6% | -12.4% | -32.1% | -38.4% |
| 3M | -41.5% | -11.9% | -29.6% | -35.2% |
| 6M | -20.8% | -1.7% | -19.2% | -15.3% |
| YTD | +59.5% | +18.5% | +41.0% | +47.0% |
| 1Y | +36.1% | +17.5% | +18.6% | +25.9% |
| All | +36.1% | +19.6% | +16.6% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded UPRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling